On the asymptotic behavior of first passage time densities for stationary Gaussian processes

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dc.creatorDi Nardo, E.
dc.creatorNobile, A. G.
dc.creatorPirozzi, E.
dc.creatorRicciardi, L. M.
dc.date2003-05-16
dc.date2003-05-30
dc.date.accessioned2026-07-07T04:58:04Z
dc.date.available2026-07-07T04:58:04Z
dc.descriptionMaking use of a Rice-like series expansion, for a class of stationary Gaussian processes the asymptotic behavior of the first passage time probability density function through certain time-varying boundaries, including periodic boundaries, is determined. Sufficient conditions are then given such that the density asymptotically exhibits an exponential behavior when the boundary is either asymptotically constant or asymptotically periodic.
dc.description21 pages, 7 figures, to be published in Methodology and Computing in Applied Probability
dc.identifierhttps://arxiv.org/abs/math/0305240
dc.identifierhttp://arxiv.org/abs/math/0305240
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/67489
dc.subjectProbability
dc.subject60G15; 60G10; 60G40
dc.titleOn the asymptotic behavior of first passage time densities for stationary Gaussian processes
dc.typetext

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